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Knol, Dirk L.1
ten Berge, Jos M. F.1
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Knol, Dirk L.; ten Berge, Jos M. F. – Psychometrika, 1989
An algorithm, based on a solution for C. I. Mosier's oblique Procrustes rotation problem, is presented for the best least-squares fitting correlation matrix approximating a given missing value or improper correlation matrix. Results are of interest for missing value and tetrachoric correlation, indefinite matrix correlation, and constrained…
Descriptors: Algorithms, Correlation, Equations (Mathematics), Estimation (Mathematics)